Cotter, John(Financial Services Research Forum, 1997)
While considerable attention has been paid to market reaction announcements of public equity issues, only a small amount of research has been devoted to their private placement counterparts. This is surprising given that ...
We investigate the influence of changes in UK monetary policy on UK stock returns and the possible reasons behind such a response. Firstly, we conduct an event study to assess the impact of unexpected changes in monetary ...
Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...
Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2004)
Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...
Using a time-varying approach, this paper examines the dynamics of volatility in the real estate investment trust (REIT) sector. The results highlight the attractiveness and suitability of using GARCH based approaches in ...
Cotter, John; Stevenson, Simon(University College Dublin. School of Business. Centre for Financial Markets, 2004)
Using a time-varying approach, this paper examines the dynamics of volatility in the REIT sector. The results highlight the attractiveness and suitability of using GARCH based approaches in the modeling of
daily REIT ...
A variety of public campaigns, including the “Just Say No” campaign of the 1980s and
1990s that encouraged teenagers to “Just Say No to Drugs”, are based on the premise that
teenagers are very susceptible to peer influences. ...
In the last decade, the ‘Celtic Tiger’ economy grew at a record rate for a developed country.Nevertheless, there has been much concern regarding the implications of the pace of economic growth for localised environmental ...
Calvo-style models of nominal rigidities currently provide the dominant paradigm for understanding the linkages between wage and price dynamics. Recent empirical implementations stress the idea that these models link ...
A report from UCD Dublin as part of the International Collaboration Projects on Sustainable Societies for the Economic and Social Research Institute, Cabinet Office, Government of Japan, January 20, 2006.
This paper presents a simple model of wage bargaining and employment flows designed to address the effects of policies to increase the rate of exit to employment of the long-term unemployed. Exit rates from long- and ...
Walsh, Brendan M.(University College Dublin. School of Economics, 1998-01)
This paper reviews previous research on Irish unemployment. It examines the reasons for the persistence of high unemployment and the relevance of the concept of a time-varying rate of "equilibrium" unemployment in a small ...